-36.5%
ELAN vs FIVE
+90.4%
-126.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.6% | -2.3% |
| 7D | -6.4% | +0.6% | -6.9% | -6.6% |
| 30D | +0.6% | +3.0% | -2.4% | -0.4% |
| 3M | 0.0% | +23.2% | -23.2% | -6.4% |
| 6M | -3.4% | +9.2% | -12.6% | -6.8% |
| YTD | +1.0% | +28.1% | -27.1% | -7.0% |
| 1Y | +24.7% | +65.3% | -40.5% | +6.2% |
| 3Y | +97.2% | +49.4% | +47.8% | +60.5% |
| 5Y | -31.5% | +29.5% | -61.0% | -43.8% |
| All | -36.5% | +90.4% | -126.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling